Do you mean creases like where a flat piece will bend? You could do something like what people do for stuffed animals and make darts, like this:http://sewing.about.com/od/techniques/ss/sewingdarts.htmI'd use a double sided dart like the one on the right (trapezoid, not the triangle)

Or do you creases like when you fold a piece of paper and then unfold it, so that the mark is still there? You might be able to replicate that look by crocheting in just the back loop or just the front loop for a row where you want the crease. Of course, you can only do this while you're making it- if the piece is already made, this won't help any.

Acrylic can be ironed - if done very, very carefully. It's about controlling the melting; and knowing that what you do is very hard to repair (if at all). The same with steaming, although it all depends on how precisely you can steam or iron.

However, I'm not sure that you could iron a crease into it without over-doing it. If you can do as peihan17 suggested and work darts in, it would be better to do that (unless you have already finished it).

Edit: Ok, I'm an idiot - forgot to check how long ago the last post was! But hopefully this helps for anyone else wondering the same thing...